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Portfolio Analysis

General data

Course ID: 1100-AP0ZUI
Erasmus code / ISCED: (unknown) / (unknown)
Course title: Portfolio Analysis
Name in Polish: Analiza portfelowa
Organizational unit: Faculty of Mathematics and Computer Science
Course groups: (in Polish) Przedmioty ZUI2 - sm. letni
ECTS credit allocation (and other scores): (not available) Basic information on ECTS credits allocation principles:
  • the annual hourly workload of the student’s work required to achieve the expected learning outcomes for a given stage is 1500-1800h, corresponding to 60 ECTS;
  • the student’s weekly hourly workload is 45 h;
  • 1 ECTS point corresponds to 25-30 hours of student work needed to achieve the assumed learning outcomes;
  • weekly student workload necessary to achieve the assumed learning outcomes allows to obtain 1.5 ECTS;
  • work required to pass the course, which has been assigned 3 ECTS, constitutes 10% of the semester student load.

view allocation of credits
Language: Polish
(in Polish) Forma studiów:

(in Polish) niestacjonarne (zaoczne)

Prerequisits:

Calculus of function of one variable,Calculus of multivariate function, Linear algebra, Probability theory and descriptive statistics

Short description:

The aim of the subject is to present some knowledge on portfolio construction and portfolio management

An investment in a risky assets always carries the possibility of possible losses or poor performance. Portfolio Analysis discuss the advantages of spreading the investment among several securities (diversification). Even though the mathematical tools

involved are quite simple, they lead to effective results

Portfolio Analysis creates possibility to introduce experimental aspects to solving optimisation problems as well as to extract qualitative information from quantitative data

Learning outcomes:

student

1 - evaluates bonds and securities with Discounted Cash Flow Method

2 - measures and compares finance effectiveness of investitions with different indicatores

3 - identifies and characterize financial assets

4 - measures volatility of stock prices with statistical tools

5 -comprehends notion of dependence of random variables and knows how to measure degree of dependence

6 -creates in spreadsheet set of investment opportunities for multi asset portfolio and presents the set graphically

7 -formulates criteria for portfolio, performs optimization of portfolio

8 -is aware of limits of portfolio analysis methods

9 - possesses basic knowledge about Capital Asset Pricing Model

This course is not currently offered.
Course descriptions are protected by copyright.
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